Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.327041 0.358508 0.393092 0.434186 0.482038 0.536437 0.603598
2025-11-16 0.286763 0.326538 0.372895 0.431708 0.505519 0.596773 0.720937
2025-11-23 0.266234 0.312237 0.368401 0.443592 0.544217 0.678375 0.878695
2025-11-30 0.246474 0.295562 0.357656 0.444390 0.566710 0.740637 1.023006
2025-12-07 0.229344 0.279933 0.345784 0.441043 0.581513 0.792909 1.163781
2025-12-14 0.214368 0.265471 0.333581 0.435057 0.590572 0.836762 1.301104
2025-12-21 0.200413 0.251097 0.319955 0.425072 0.591479 0.866718 1.420914
2025-12-28 0.193818 0.246142 0.318842 0.433083 0.621209 0.949930 1.670984
2026-01-04 0.189317 0.243648 0.320834 0.445725 0.659950 1.056908 2.016054
2026-01-11 0.180769 0.234749 0.312605 0.441151 0.668082 1.106908 2.248572
2026-01-18 0.175784 0.230644 0.311167 0.447298 0.696009 1.202781 2.653121
2026-01-25 0.165769 0.218565 0.296705 0.430312 0.678520 1.197610 2.758665
2026-02-01 0.156042 0.206659 0.282144 0.412570 0.658667 1.186173 2.850942
2026-02-08 0.150921 0.201402 0.277673 0.411863 0.672056 1.254862 3.266930
2026-02-15 0.148872 0.200645 0.280215 0.423615 0.712098 1.399161 4.110606
2026-02-22 0.144782 0.196518 0.277013 0.424637 0.729842 1.491665 4.847709
2026-03-01 0.140212 0.191416 0.271889 0.421622 0.738365 1.561596 5.572777
2026-03-08 0.135489 0.185862 0.265698 0.416068 0.740458 1.613879 6.285820
2026-03-15 0.130393 0.179510 0.257844 0.406742 0.732745 1.634702 6.837502
2026-03-22 0.128585 0.178314 0.258647 0.414247 0.765646 1.796210 8.871589
2026-03-29 0.127578 0.178342 0.261521 0.426075 0.811097 2.021148 12.507889
2026-04-05 0.124019 0.174064 0.256652 0.421800 0.815334 2.098468 14.866259
2026-04-12 0.122220 0.172597 0.256650 0.427548 0.846642 2.296793 20.824973